2013-03-27 |
MARKET DATA |
No 61 (2095) |
MARKET SUMMARY |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 082,50 |
1 188,25 |
86 |
2 450,00 |
2 573,43 |
33 |
3 532,50 |
3 761,68 |
119 |
T-bonds EUR |
2,50 |
2,82 |
3 |
0,00 |
0,00 |
0 |
2,50 |
2,82 |
3 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0413 |
PL0000105037 |
100,14 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
99,07 |
99,13 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,09 |
101,11 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0114 |
PL0000106712 |
97,54 |
97,58 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
102,76 |
102,79 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0714 |
PL0000107009 |
96,17 |
96,17 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,71 |
104,69 |
104,70 |
104,71 |
104,69 |
104,69 |
104,70 |
95 000 |
104,36 |
4 |
OK0715 |
PL0000107405 |
93,17 |
93,14 |
93,08 |
93,10 |
93,08 |
93,09 |
93,09 |
115 000 |
107,05 |
5 |
DS1015 |
PL0000103602 |
107,50 |
107,55 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
105,18 |
105,20 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,05 |
105,04 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,52 |
105,54 |
105,50 |
105,50 |
105,45 |
105,45 |
105,48 |
75 000 |
82,45 |
6 |
DS1017 |
PL0000104543 |
108,16 |
108,14 |
108,25 |
108,25 |
108,25 |
108,25 |
108,25 |
10 000 |
11,05 |
1 |
PS0418 |
PL0000107314 |
101,88 |
101,82 |
101,94 |
101,94 |
101,80 |
101,86 |
101,86 |
205 000 |
216,02 |
18 |
DS1019 |
PL0000105441 |
111,77 |
111,50 |
111,75 |
111,75 |
111,58 |
111,58 |
111,64 |
35 000 |
39,91 |
4 |
DS1020 |
PL0000106126 |
110,80 |
110,60 |
110,98 |
110,98 |
110,71 |
110,71 |
110,79 |
40 000 |
45,23 |
4 |
DS1021 |
PL0000106670 |
114,60 |
114,40 |
114,60 |
114,60 |
114,38 |
114,38 |
114,52 |
80 000 |
93,62 |
6 |
WS0922 |
PL0000102646 |
115,10 |
114,88 |
115,05 |
115,10 |
114,99 |
115,00 |
115,07 |
215 000 |
253,88 |
17 |
DS1023 |
PL0000107264 |
101,20 |
101,09 |
101,15 |
101,20 |
101,00 |
101,00 |
101,06 |
142 500 |
146,49 |
14 |
WS0429 |
PL0000105391 |
119,31 |
119,25 |
119,56 |
119,56 |
119,31 |
119,31 |
119,47 |
40 000 |
49,94 |
3 |
WS0437 |
PL0000104857 |
114,75 |
115,75 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,60 |
104,80 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,90 |
108,60 |
108,90 |
108,97 |
108,90 |
108,97 |
108,94 |
30 000 |
38,24 |
4 |
WZ0115 |
PL0000106480 |
100,26 |
100,33 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,20 |
100,30 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,09 |
100,15 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,10 |
99,22 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
98,50 |
98,65 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
1 082 500 |
1 188,25 |
86 |
Weighted average by volume
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0214 |
XS0410961014 |
104,75 |
104,82 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0216 |
XS0242491230 |
107,95 |
108,10 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
110,25 |
110,45 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
121,65 |
121,90 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,30 |
116,50 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
114,40 |
114,40 |
114,40 |
114,40 |
114,10 |
114,10 |
114,30 |
1 500 |
1,72 |
2 |
EUR0122 |
XS0282701514 |
116,85 |
117,35 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
109,20 |
109,20 |
109,20 |
109,20 |
109,20 |
109,20 |
109,20 |
1 000 |
1,10 |
1 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
2 500 |
2,82 |
3 |
Weighted average by volume
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average *) |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
29MAY13 |
PL0000004941 |
57 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
26JUN13 |
PL0000004958 |
85 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
28AUG13 |
PL0000004966 |
148 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
Weighted average by volume
FIXING - T-BONDS (10:05 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,03 |
99,19 |
3,14 |
2,61 |
99,11 |
2,88 |
DS1013 |
PL0000102836 |
101,02 |
101,13 |
3,08 |
2,89 |
101,08 |
2,98 |
OK0114 |
PL0000106712 |
97,51 |
97,62 |
3,13 |
2,99 |
97,57 |
3,05 |
PS0414 |
PL0000105433 |
102,72 |
102,85 |
3,10 |
2,98 |
102,79 |
3,04 |
OK0714 |
PL0000107009 |
96,13 |
96,26 |
3,05 |
2,95 |
96,20 |
3,00 |
WZ0115 |
PL0000106480 |
100,22 |
100,36 |
--- |
--- |
100,29 |
--- |
PS0415 |
PL0000105953 |
104,66 |
104,77 |
3,13 |
3,08 |
104,72 |
3,10 |
OK0715 |
PL0000107405 |
93,05 |
93,20 |
3,16 |
3,09 |
93,13 |
3,13 |
DS1015 |
PL0000103602 |
107,47 |
107,63 |
3,16 |
3,10 |
107,55 |
3,13 |
PS0416 |
PL0000106340 |
105,13 |
105,33 |
3,21 |
3,14 |
105,23 |
3,18 |
IZ0816 |
PL0000103529 |
104,37 |
104,95 |
--- |
--- |
104,66 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,18 |
3,24 |
3,18 |
105,08 |
3,21 |
WZ0117 |
PL0000106936 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
105,45 |
105,63 |
3,29 |
3,25 |
105,54 |
3,27 |
DS1017 |
PL0000104543 |
108,09 |
108,33 |
3,30 |
3,25 |
108,21 |
3,28 |
WZ0118 |
PL0000104717 |
100,05 |
100,23 |
--- |
--- |
100,14 |
--- |
PS0418 |
PL0000107314 |
101,81 |
101,96 |
3,35 |
3,32 |
101,89 |
3,34 |
DS1019 |
PL0000105441 |
111,72 |
112,09 |
3,47 |
3,41 |
111,91 |
3,44 |
DS1020 |
PL0000106126 |
110,75 |
111,04 |
3,60 |
3,55 |
110,90 |
3,57 |
WZ0121 |
PL0000106068 |
99,06 |
99,28 |
--- |
--- |
99,17 |
--- |
DS1021 |
PL0000106670 |
114,49 |
114,68 |
3,74 |
3,71 |
114,59 |
3,72 |
WS0922 |
PL0000102646 |
114,86 |
115,11 |
3,84 |
3,81 |
114,99 |
3,83 |
IZ0823 |
PL0000105359 |
108,29 |
109,09 |
--- |
--- |
108,69 |
--- |
DS1023 |
PL0000107264 |
101,04 |
101,33 |
3,87 |
3,84 |
101,19 |
3,86 |
WS0429 |
PL0000105391 |
119,06 |
119,73 |
4,10 |
4,05 |
119,40 |
4,08 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
OK0713 |
PL0000106563 |
99,03 |
99,18 |
3,14 |
2,65 |
99,11 |
2,88 |
DS1013 |
PL0000102836 |
101,05 |
101,13 |
3,03 |
2,89 |
101,09 |
2,96 |
OK0114 |
PL0000106712 |
97,51 |
97,61 |
3,13 |
3,00 |
97,56 |
3,06 |
PS0414 |
PL0000105433 |
102,72 |
102,83 |
3,10 |
3,00 |
102,78 |
3,05 |
OK0714 |
PL0000107009 |
96,13 |
96,23 |
3,05 |
2,97 |
96,18 |
3,01 |
WZ0115 |
PL0000106480 |
100,23 |
100,36 |
--- |
--- |
100,30 |
--- |
PS0415 |
PL0000105953 |
104,66 |
104,75 |
3,13 |
3,09 |
104,71 |
3,11 |
OK0715 |
PL0000107405 |
93,06 |
93,18 |
3,16 |
3,10 |
93,12 |
3,13 |
DS1015 |
PL0000103602 |
107,47 |
107,62 |
3,16 |
3,10 |
107,55 |
3,13 |
PS0416 |
PL0000106340 |
105,09 |
105,29 |
3,22 |
3,16 |
105,19 |
3,19 |
IZ0816 |
PL0000103529 |
104,45 |
105,07 |
--- |
--- |
104,76 |
--- |
PS1016 |
PL0000106795 |
104,93 |
105,12 |
3,25 |
3,20 |
105,03 |
3,23 |
WZ0117 |
PL0000106936 |
100,17 |
100,34 |
--- |
--- |
100,26 |
--- |
PS0417 |
PL0000107058 |
105,43 |
105,59 |
3,30 |
3,26 |
105,51 |
3,28 |
DS1017 |
PL0000104543 |
108,00 |
108,24 |
3,32 |
3,27 |
108,12 |
3,30 |
WZ0118 |
PL0000104717 |
100,02 |
100,19 |
--- |
--- |
100,11 |
--- |
PS0418 |
PL0000107314 |
101,72 |
101,90 |
3,37 |
3,33 |
101,81 |
3,35 |
DS1019 |
PL0000105441 |
111,51 |
111,68 |
3,50 |
3,47 |
111,60 |
3,49 |
DS1020 |
PL0000106126 |
110,60 |
110,78 |
3,62 |
3,59 |
110,69 |
3,60 |
WZ0121 |
PL0000106068 |
99,04 |
99,26 |
--- |
--- |
99,15 |
--- |
DS1021 |
PL0000106670 |
114,38 |
114,71 |
3,75 |
3,71 |
114,55 |
3,73 |
WS0922 |
PL0000102646 |
114,84 |
115,10 |
3,85 |
3,82 |
114,97 |
3,83 |
IZ0823 |
PL0000105359 |
108,66 |
109,45 |
--- |
--- |
109,06 |
--- |
DS1023 |
PL0000107264 |
100,96 |
101,26 |
3,88 |
3,85 |
101,11 |
3,87 |
WS0429 |
PL0000105391 |
118,89 |
119,49 |
4,12 |
4,07 |
119,19 |
4,09 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
3,120 |
3,150 |
3,146 |
80 |
PS0416 |
PL0000106340 |
0/1 |
1 |
3,120 |
3,120 |
3,120 |
20 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,900 |
2,950 |
2,925 |
80 |
PS0418 |
PL0000107314 |
0/1 |
1 |
3,150 |
3,160 |
3,156 |
170 |
WS0922 |
PL0000102646 |
1/6 |
5 |
3,110 |
3,110 |
3,110 |
60 |
DS1017 |
PL0000104543 |
1/6 |
5 |
3,000 |
3,000 |
3,000 |
50 |
DS1020 |
PL0000106126 |
1/6 |
5 |
3,120 |
3,120 |
3,120 |
20 |
DS1021 |
PL0000106670 |
1/6 |
5 |
3,120 |
3,120 |
3,120 |
15 |
OK0114 |
PL0000106712 |
1/6 |
5 |
3,050 |
3,110 |
3,077 |
110 |
OK0714 |
PL0000107009 |
1/6 |
5 |
2,500 |
2,800 |
2,654 |
195 |
DS1023 |
PL0000107264 |
1/6 |
5 |
2,900 |
2,900 |
2,900 |
175 |
DS1013 |
PL0000102836 |
0/6 |
6 |
2,750 |
2,750 |
2,750 |
85 |
DS1017 |
PL0000104543 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
50 |
PS0414 |
PL0000105433 |
1/8 |
7 |
3,120 |
3,120 |
3,120 |
100 |
DS1019 |
PL0000105441 |
1/8 |
7 |
3,070 |
3,150 |
3,144 |
195 |
PS0416 |
PL0000106340 |
1/8 |
7 |
3,070 |
3,150 |
3,106 |
210 |
PS1016 |
PL0000106795 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
55 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,950 |
2,950 |
2,950 |
140 |
PS0418 |
PL0000107314 |
1/8 |
7 |
3,050 |
3,050 |
3,050 |
110 |
WZ0121 |
PL0000106068 |
1/8 |
7 |
3,150 |
3,150 |
3,150 |
50 |
TOTAL |
1 970 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/6 |
5 |
3,350 |
3,350 |
3,350 |
480 |
TOTAL |
480 |